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Structured finance and insurance : the ART of managing capital and risk / / Christopher L. Culp
Structured finance and insurance : the ART of managing capital and risk / / Christopher L. Culp
Autore Culp Christopher L.
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2006
Descrizione fisica 1 online resource (1456 p.)
Disciplina 658.15/5
658.155
Collana Wiley finance
Soggetto topico Asset-backed financing
Securities
Risk management
Risk (Insurance)
Soggetto genere / forma Electronic books.
ISBN 1-119-20124-1
1-118-16099-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; Title; Copyright; Foreword: Wherefore ART Thou? The Importance of Principle-Based Structured Finance; Preface; Part One: Integrated Risk and Capital Management; Chapter 1: Real and Financial Capital; Real Capital and The Value of The Firm; Financial Capital and The Value of The Firm; Financial Capital Through an Options Lens; Economic Balance Sheet of The Firm; Chapter 2: Risk and Risk Management; Financial Versus Nonfinancial Risks; Core Versus Noncore Risks; Risk Management Alternatives; Chapter 3: Leverage; Benefits of Leverage To The Value of The Firm; Costs of Leverage
Optimal Capital Structure?Chapter 4: Adverse Selection and Corporate Financing Decisions; Adverse Selection and Markets For Lemons; Adverse Selection in Securities Markets; Implications of Adverse Selection in Securities Markets; Chapter 5: Capital Budgeting, Project Selection, and Performance Evaluation; Accounting Metrics For Project Selection and Performance Measurement; Discounted Cash Flow Methods With No Risk Adjustment; Net Present Value Rule; Shareholder Value Added; Economic Value Added and Residual Income; Cash Flow Return On Investment; Chapter 6: Risk Transfer
Risk Transfer and Equity CapitalRisk Transfer and The Value of The Firm; Risk Transfer Versus Risk Capital; Chapter 7: Risk Finance; Cash Flow Distinctions Between Pre- and Postloss Funding; Irrelevance of Risk Finance Under M&M; Motivations For Funding A Retention; Part Two: Traditional Risk Transfer; Chapter 8: Insurance; Insurance Products As Contracts; Insurance Pricing; Moral Hazard and Insurance Contract Design; Adverse Selection and Insurance Contract Design; Insurance Companies; Reserve and Asset-Liability Management at Insurance Companies; Chapter 9: Reinsurance; The Basics
Risks of Writing Primary InsuranceMotivations For Purchasing Reinsurance; Facultative Versus Treaty Reinsurance; Proportional Reinsurance Treaties; Excess of Loss Reinsurance; Horizontal Layering and Blended Cover; Syndication; Chapter 10: Credit Insurance and Financial Guaranties; Credit Insurance Products; Letters Of credit; Who Bears The Cost of Acquiring Credit Protection?; Distinctions Between Different Credit Protection Products; When is A Guaranty Not A Guaranty?; Chapter 11: Derivatives; What Are Derivatives?; Forward and Forwardlike Contracts; Options
Chapter 12: Credit Derivatives and Credit-Linked NotesScope of Credit Derivatives Activity; Single-Name Credit Default Swaps; Portfolio Credit Default Swaps; Asset Default Swaps; Equity Default Swaps; Total Return Swaps; Credit-Linked Notes (Recourse); Part Three: Structured Finance; Chapter 13: The Structuring Process; Types of Structured Financial Solutions; Structuring Process; Tranching and Subordination; Chapter 14: Hybrids, Convertibles, and Structured Notes; Hybrids and Convertibles; Structured Notes; Chapter 15: Contingent Capital; Contingent Capital Facilities As Options
(Re)Insurance Applications of Contingent Capital
Record Nr. UNINA-9910145303103321
Culp Christopher L.  
Hoboken, New Jersey : , : Wiley, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Structured finance and insurance : the ART of managing capital and risk / / Christopher L. Culp
Structured finance and insurance : the ART of managing capital and risk / / Christopher L. Culp
Autore Culp Christopher L.
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , 2006
Descrizione fisica 1 online resource (1456 p.)
Disciplina 658.15/5
658.155
Collana Wiley finance
Soggetto topico Asset-backed financing
Securities
Risk management
Risk (Insurance)
ISBN 1-119-20124-1
1-118-16099-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; Title; Copyright; Foreword: Wherefore ART Thou? The Importance of Principle-Based Structured Finance; Preface; Part One: Integrated Risk and Capital Management; Chapter 1: Real and Financial Capital; Real Capital and The Value of The Firm; Financial Capital and The Value of The Firm; Financial Capital Through an Options Lens; Economic Balance Sheet of The Firm; Chapter 2: Risk and Risk Management; Financial Versus Nonfinancial Risks; Core Versus Noncore Risks; Risk Management Alternatives; Chapter 3: Leverage; Benefits of Leverage To The Value of The Firm; Costs of Leverage
Optimal Capital Structure?Chapter 4: Adverse Selection and Corporate Financing Decisions; Adverse Selection and Markets For Lemons; Adverse Selection in Securities Markets; Implications of Adverse Selection in Securities Markets; Chapter 5: Capital Budgeting, Project Selection, and Performance Evaluation; Accounting Metrics For Project Selection and Performance Measurement; Discounted Cash Flow Methods With No Risk Adjustment; Net Present Value Rule; Shareholder Value Added; Economic Value Added and Residual Income; Cash Flow Return On Investment; Chapter 6: Risk Transfer
Risk Transfer and Equity CapitalRisk Transfer and The Value of The Firm; Risk Transfer Versus Risk Capital; Chapter 7: Risk Finance; Cash Flow Distinctions Between Pre- and Postloss Funding; Irrelevance of Risk Finance Under M&M; Motivations For Funding A Retention; Part Two: Traditional Risk Transfer; Chapter 8: Insurance; Insurance Products As Contracts; Insurance Pricing; Moral Hazard and Insurance Contract Design; Adverse Selection and Insurance Contract Design; Insurance Companies; Reserve and Asset-Liability Management at Insurance Companies; Chapter 9: Reinsurance; The Basics
Risks of Writing Primary InsuranceMotivations For Purchasing Reinsurance; Facultative Versus Treaty Reinsurance; Proportional Reinsurance Treaties; Excess of Loss Reinsurance; Horizontal Layering and Blended Cover; Syndication; Chapter 10: Credit Insurance and Financial Guaranties; Credit Insurance Products; Letters Of credit; Who Bears The Cost of Acquiring Credit Protection?; Distinctions Between Different Credit Protection Products; When is A Guaranty Not A Guaranty?; Chapter 11: Derivatives; What Are Derivatives?; Forward and Forwardlike Contracts; Options
Chapter 12: Credit Derivatives and Credit-Linked NotesScope of Credit Derivatives Activity; Single-Name Credit Default Swaps; Portfolio Credit Default Swaps; Asset Default Swaps; Equity Default Swaps; Total Return Swaps; Credit-Linked Notes (Recourse); Part Three: Structured Finance; Chapter 13: The Structuring Process; Types of Structured Financial Solutions; Structuring Process; Tranching and Subordination; Chapter 14: Hybrids, Convertibles, and Structured Notes; Hybrids and Convertibles; Structured Notes; Chapter 15: Contingent Capital; Contingent Capital Facilities As Options
(Re)Insurance Applications of Contingent Capital
Record Nr. UNINA-9910677333603321
Culp Christopher L.  
Hoboken, New Jersey : , : Wiley, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui